Pitman closeness of record values to population quantiles

In this paper, we examine the Pitman closeness of record statistics to the population quantiles of a location-scale family of distributions and study its monotonicity properties. Even though in general it depends on the parent distribution, exact expressions are derived for the required probabilities in the case of Uniform (−1,1) and exponential distributions. For the population median, it is shown that the first upper record is the …